Читать книгу Applied Modeling Techniques and Data Analysis 2 - Группа авторов - Страница 2
Table of Contents
Оглавление1 Cover
4 Preface
5 PART 1: Financial and Demographic Modeling Techniques 1 Data Mining Application Issues in the Taxpayer Selection Process 1.1. Introduction 1.2. Materials and methods 1.3. Results 1.4. Discussion 1.5. Conclusion 1.6. References 2 Asymptotics of Implied Volatility in the Gatheral Double Stochastic Volatility Model 2.1. Introduction 2.2. The results 2.3. Proofs 2.4. References 3 New Dividend Strategies 3.1. Introduction 3.2. Model 1 3.3. Model 2 3.4. Conclusion and further results 3.5. Acknowledgments 3.6. References 4 Introduction of Reserves in Self-adjusting Steering of Parameters of a Pay-As-You-Go Pension Plan 4.1. Introduction 4.2. The pension system 4.3. Theoretical framework of the Musgrave rule 4.4. Transformation of the retirement fund 4.5. Conclusion 4.6. References 5 Forecasting Stochastic Volatility for Exchange Rates using EWMA 5.1. Introduction 5.2. Data 5.3. Empirical model 5.4. Exchange rate volatility forecasting 5.5. Conclusion 5.6. Acknowledgments 5.7. References 6 An Arbitrage-free Large Market Model for Forward Spread Curves 6.1. Introduction and background 6.2. Construction of a market with infinitely many assets 6.3. Existence, uniqueness and non-negativity 6.4. Conclusion and future works 6.5. References 7 Estimating the Healthy Life Expectancy (HLE) in the Far Past: The Case of Sweden (1751-2016) with Forecasts to 2060 7.1. Life expectancy and healthy life expectancy estimates 7.2. The logistic model 7.3. The HALE estimates and our direct calculations 7.4. Conclusion 7.5. References 8 Vaccination Coverage Against Seasonal Influenza of Workers in the Primary Health Care Units in the Prefecture of Chania 8.1. Introduction 8.2. Material and method 8.3. Results 8.4. Discussion 8.5. References 9 Some Remarks on the Coronavirus Pandemic in Europe 9.1. Introduction 9.2. Background 9.3. Materials and analyses 9.4. The first phase of the pandemic 9.5. Concluding remarks 9.6. References
6 PART 2: Applied Stochastic and Statistical Models and Methods 10 The Double Flexible Dirichlet: A Structured Mixture Model for Compositional Data 10.1. Introduction 10.2. The double flexible Dirichlet distribution 10.3. Computational and estimation issues 10.4. References 11 Quantization of Transformed Lévy Measures 11.1. Introduction 11.2. Estimation strategy 11.3. Estimation of masses and the atoms 11.4. Simulation results 11.5. Conclusion 11.6. References 12 A Flexible Mixture Regression Model for Bounded Multivariate Responses 12.1. Introduction 12.2. Flexible Dirichlet regression model 12.3. Inferential issues 12.4. Simulation studies 12.5. Discussion 12.6. References 13 On Asymptotic Structure of the Critical Galton-Watson Branching Processes with Infinite Variance and Allowing Immigration 13.1. Introduction 13.2. Invariant measures of GW process 13.3. Invariant measures of GWPI 13.4. Conclusion 13.5. References 14 Properties of the Extreme Points of the Joint Eigenvalue Probability Density Function of the Wishart Matrix 14.1. Introduction 14.2. Background 14.3. Polynomial factorization of the Vandermonde and Wishart matrices 14.4. Matrix norm of the Vandermonde and Wishart matrices 14.5. Condition number of the Vandermonde and Wishart matrices 14.6. Conclusion 14.7. Acknowledgments 14.8. References 15 Forecast Uncertainty of the Weighted TAR Predictor 15.1. Introduction 15.2. SETAR predictors and bootstrap prediction intervals 15.3. Monte carlo simulation 15.4. References 16 Revisiting Transitions Between Superstatistics 16.1. Introduction 16.2. From superstatistic to transition between superstatistics 16.3. Transition confirmation 16.4. Beck’s transition model 16.5. Conclusion 16.6. Acknowledgments 16.7. References 17 Research on Retrial Queue with Two-Way Communication in a Diffusion Environment 17.1. Introduction 17.2. Mathematical model 17.3. Asymptotic average characteristics 17.4. Deviation of the number of applications in the system 17.5. Probability distribution density of device states 17.6. Conclusion 17.7. References
8 Index
